+763.1%
PM vs ROK
+1,143.7%
-380.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.3% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -3.4% | -3.3% | -0.1% | -2.7% |
| 3M | +5.2% | -5.9% | +11.0% | +6.1% |
| 6M | +3.7% | +13.9% | -10.1% | -0.6% |
| YTD | +15.8% | +12.6% | +3.2% | +10.8% |
| 1Y | +17.4% | +28.6% | -11.2% | +8.2% |
| 3Y | +116.9% | +45.1% | +71.8% | +87.2% |
| 5Y | +117.3% | +45.6% | +71.8% | +82.7% |
| 10Y | +193.8% | +345.0% | -151.3% | +71.6% |
| All | +763.1% | +1,143.7% | -380.6% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling